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Bitway - Remote - Senior DeFi Trading

Design and research the strategy universe - funding rate capture, cash-and-carry basis, cross-exchange and cross-tenor spreads, and options structures where they improve risk-adjusted return
Backtest with realistic assumptions: funding history, fill quality at our size, borrow costs, fee tiers, slippage.
Size capital across strategies and venues, and rebalance as conditions change
Set leverage, concentration, and drawdown limits, and manage margin health - liquidation buffers, cross vs. isolated, ADL exposure, collateral selection
Stress test what actually breaks neutral books: funding flipping negative, basis blowouts, a venue halting withdrawals, stablecoin or LST depegs, exchange outages mid-hedge

Required

Advanced degree in Computer Science, Mathematics, Statistics, Engineering or a related field
3-5 years in quantitative research, systematic trading, or portfolio management - crypto hedge fund, prop shop, market maker, or a comparable seat at a TradFi firm with real crypto exposure
Proficiency in programming languages (C++, C, Python, Java)
Demonstrable experience running a delta-neutral or market-neutral book, with a P&L history you can talk through, including the losses
Deep working knowledge of crypto derivatives market structure: perpetual funding mechanics, margin systems, ADL, insurance funds, fee tiers, and how each of the major venues differs

Traditional options and volatility trading experience - covered calls, put writing, spreads, calendars, dispersion, or vol arbitrage.
Background at a yield product, structured product desk, or asset manager where retail or institutional capital was redeemable
Familiarity with the reporting and control expectations of institutional allocators

Quantitative Researcher

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